POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: MOUZ VS FUT ESPORTS (BO3) - IEM COLOGNE MAJOR STAGE 3

Counter-Strike: MOUZ vs FUT Esports - Map 2 Winner

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-mouz-fut-2026-06-14-game2 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3187.00%
max drawdown
34.15%
sharpe
—
ulcer index
13.25%
RMS drawdown
pain index
5.14%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
34.15%
cond. drawdown
gain/pain
2.83
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.83
upside/downside
roll spread
28.4 bps
implied (price-only)
bars used
332
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-mouz-fut-2026-06-14-game2/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
100.0¢
NO · live
0.1¢
YES price · live 24h
n=16 · μ=0.6159 · σ=0.1122 · range [0.5600, 0.9995] · R²=0.199▲ RISING +42.79%σ EXTREME 18.22%LAST 0.99950.99950.88960.77980.66990.5600μ = 0.6159max 0.9995min 0.5600dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxminlive endpoint
16 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
100.0%100.0¢1.00×▬ +0.00pp
NO
0.1%0.1¢2000.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=15 · Σ=5,795 · μ=386.3 · σ=808.3 · CV=2.09BURSTY · concentratedcumulative energy ↗ · 50% by h=1407241,4482,1712,895μ = 3862,89550%h1h3h5h7h9h11h13h15#1 peak#2-3> μactivequietμ linecum energy
Σ 5795bp moved · peak 2895bp · n=15 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$435.3k
≋liquidity $
$468.4k
◳history points
16 ticks (live)

§1 · 24h price history (YES + NO tokens)

YES price · CLOB mid
n=16 · μ=0.6159 · σ=0.1122 · range [0.5600, 0.9995] · R²=0.199▲ RISING +42.79%σ EXTREME 18.22%LAST 0.99950.99950.88960.77980.66990.5600μ = 0.6159max 0.9995min 0.5600dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
16 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=16 · μ=0.3841 · σ=0.1122 · range [0.0005, 0.4400] · R²=0.199▼ FALLING -99.83%σ EXTREME 29.22%LAST 0.00050.44000.33010.22030.11040.0005μ = 0.3841max 0.4400min 0.0005dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
16 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=15 · 10 bins · μ=0.0277 · σ=0.0754 · skew=1.77 (right-skewed) · kurt=4.78 (leptokurtic (fat tails))1296301-11.38ppbin -11.38pp · n=1 · 8.3% peakbin -11.38pp · n=1 · 8.3% peak-7.13pp-2.89pp121.36ppbin 1.36pp · n=12 · 100.0% peakbin 1.36pp · n=12 · 100.0% peak5.60pp19.85ppbin 9.85pp · n=1 · 8.3% peakbin 9.85pp · n=1 · 8.3% peak14.09pp18.34pp22.58pp126.83ppbin 26.83pp · n=1 · 8.3% peakbin 26.83pp · n=1 · 8.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=15
Q-Q plot · standardised Δp vs N(0,1)
n=15 · skew=1.79 · kurt=4.62 · near 6 / mid 8 / far 1 · OLS slope=0.82 intercept=0.00LEPTOKURTIC — FAT TAILSFAT UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=16LEPTOKURTIC · FAT TAILS (G₂=5.60)
μ MEAN61.59¢95% CI: [56.09¢, 67.09¢]
σ STD DEV11.22ppσ² = 125.951 · CV = 18.22%
med MEDIAN57.50¢Q₁ 56.50¢ · Q₃ 58.62¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 43.95pp · IQR 2.12pp (1.349σ→15.14pp)
min 56.00¢Q₁ 56.50¢med 57.50¢Q₃ 58.62¢max 99.95¢μ
SKEWNESS · G₁2.505right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.604leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.36
σ × 1.349 ↔ IQRdiverges from normalratio = 7.12
range ↔ σconcentrated (range < 4σ)range / σ = 3.92
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.

§5 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.283within white-noise band
ρ(2) AUTOCORR+0.050lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+1.867fails 5% test
HURST EXPONENT [0, 1]random-walk · H = 0.500
H = 0.500RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1+0.283k=2+0.050k=3-0.000k=4-0.016k=5-0.0200+1−1+0.52−0.52+ momentum (ρ > +0.52)− reversal (ρ < −0.52)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]MARGINAL @ 10% (|t|=1.87)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.28moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.87)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§6 · Microstructure

Market quality · two-sided pricing · activity
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
MARKET ID2536984
SLUGcs2-mouz-fut-2026-06-14-game2
CATEGORYCounter-Strike: …ajor Stage 3
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME435.34k USD 24h
LIQUIDITY468.42k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.999 · entropy 0.006 bits
LIQUIDITY DEPTHDEEP100k+ deep · 10k+ active · 1k+ modest · 100+ thin
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§7 · Position sizing & edge analysis

Probability split · YES vs NO · Kelly · entropy · arbitrage
FAIR MARKET · no edge
YES 100.0%NO 0.1%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% of max) · informative — one side strongly favoured
0 (certain)0.250.50.751.00 (max)
Σ-sides = 100.00% · |1 − Σ| = 0.00pp · tight cross-venue rounding
K* full = (b·p − q)/b · ½K and ¼K are conservative fractions of the full-Kelly bet. Entropy in bits — log₂(2)=1 is maximum uncertainty for a binary market.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-14 16:00 UTC
0days
01hrs
02min
1.0 hours·θ = 54.980 pp/day
YES →$1.00(P = 100.0%)
NO →$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.5hRESOLVESP projection · σ=11.22% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 54.980 pp/day
now1.04h left
54.980 pp/day×1.00
−25%0.78h left
63.486 pp/day×1.15
−50%0.52h left
77.754 pp/day×1.41
−75%0.26h left
109.961 pp/day×2.00
−90%0.10h left
173.863 pp/day×3.16
θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=15 bars · best 28.95% · worst -13.50% · typical |Δ| 3.86%MILD BULLISH +29.95%BEST+28.95%15hWORST-13.50%1hTYPICAL |Δ|3.86%mean absoluteCUMULATIVE+29.95%Σ signed ΔSTREAK↗ 4up-runASIA · 00-08 UTCμ -1.79% · Σ -12.50%EUROPE · 08-16 UTCμ +5.31% · Σ +42.45%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +29.95%+29.95%-14.00%-13.50% · 1h-13.50% · 1h-13.50%1h▼ WORST-0.50% · 2h-0.50% · 2h-0.50%2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.50% · 12h0.50% · 12h0.50%12h2.50% · 13h2.50% · 13h2.50%13h10.50% · 14h10.50% · 14h10.50%14h28.95% · 15h28.95% · 15h28.95%15h★ BESTTIME PATTERNEurope-led (+42.45%)RUNSup max 4 · down max 2BREADTH40% up · 13% down · 47% flat
6 up bars · 2 down · best 28.95% · worst -13.50% · typical |Δ| 3.863%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=16 barsPROFITABLE +28.23%FINAL+28.23%MAX DD-13.93%RECOVERYFULLY RECOVEREDMAX RUN-UP+28.23%UNDERWATER14/16 (88%)STREAK↗ 4EQUITY CURVE · end 1.2823 · peak 1.2823 · range [0.8607, 1.2823]1.28230.8607break-even = 1★ PEAK 1.2823UNDERWATER DRAWDOWN · max -13.93% · significant0%-13.93%▼ TROUGH -13.93%TOP DRAWDOWN PERIODS · 1 total#1 -13.93%bar 2-15 · 14 bars · recoveredDD SEVERITYsignificant (max -13.93%)RECOVERYfully recoveredTIME UNDER WATER88% of session · 14/16 bars
final equity 1.2823 (28.23%) · max DD -13.93% · time-under-water 14/16 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=12 · +9 / −1 (75% positive) · μ=36.21 · σ=34.56PROFITABLE STRATEGYLAST 76.61 (+1.17σ vs μ)76.6138.300.00-38.30-76.61μ = 36.21-46.71-46.710.000.0046.8046.8046.8046.8046.8046.8046.8046.8046.8046.800.000.0046.8046.8058.9858.9864.8564.8576.6176.61v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 76.606 · range [-46.71, 76.61] · μ 36.208 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=12 · μ=223.8328 · σ=369.7264 · range [0.0000, 1213.5516] · R²=0.128▲ RISING +91.74%σ EXTREME 165.18%LAST 1213.55161213.5516910.1637606.7758303.38790.0000μ = 223.8328max 1213.5516min 0.0000dataMA(2)OLS R²=0.13μ lineμ ± σ bandmaxmin
latest 1213.55% · range [0.00%, 1213.55%] · μ 223.83% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=12 · +3 / −8 (25% positive) · μ=-0.115 · σ=0.214MEAN-REVERSIONLAST 0.160 (+1.29σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.115-0.036-0.036-0.500-0.500-0.083-0.083-0.083-0.083-0.417-0.417-0.417-0.417-0.083-0.0830.0000.000-0.083-0.0830.0740.0740.0840.0840.1600.160v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.160 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§12 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
42.0649
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
1.5218
p-VALUE (log scale)
0.9102
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
1.3628
p-VALUE (log scale)
0.9990
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-2.1602
p-VALUE (log scale)
0.0308
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (2 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3099
p-VALUE (log scale)
0.1649
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§13 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=7 bins · noise floor μ=7.71e-3 · top T=3.75h (17.0%) · top-3 cover 46.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)9.2e-36.9e-34.6e-32.3e-30.0e+0μ noise floorperiod 15.0 · power 5.74e-3 · 10.6% energyperiod 15.0 · power 5.74e-3 · 10.6% energyperiod 7.5 · power 7.81e-3 · 14.5% energyperiod 7.5 · power 7.81e-3 · 14.5% energyperiod 5.0 · power 7.94e-3 · 14.7% energyperiod 5.0 · power 7.94e-3 · 14.7% energyperiod 3.8 · power 9.17e-3 · 17.0% energyperiod 3.8 · power 9.17e-3 · 17.0% energyperiod 3.0 · power 7.98e-3 · 14.8% energyperiod 3.0 · power 7.98e-3 · 14.8% energyperiod 2.5 · power 8.08e-3 · 15.0% energyperiod 2.5 · power 8.08e-3 · 15.0% energyperiod 2.1 · power 7.22e-3 · 13.4% energyperiod 2.1 · power 7.22e-3 · 13.4% energy50% by T=3.8h#1 dominantT=3.75h#2T=2.50h#3T=3.00hT=3hT=4hT=6hT=8hT=12h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 3.75h (freq 0.267) · concentrates 17.0% of total energy · Σ|X̂|²/n = 5.394e-2

▸ Depth section using sovereign-store price series (332 bars · effective 1753103 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§14 · Honest position analytics

A binary-market analytics module framed in horizon time (days to resolution, not annualised). Estimators that need a model probability q as a first-class input (Kelly, KL divergence, Bayesian posterior, Mark-to-Market MC) only render when q is provided externally. Sweep an exploratory q at the interactive simulator →

§15 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 0.3 d · σ/bar 2.408pp · expected |Δp| over horizon 5.90ppterminal variance p(1−p) = 0.0005 · n = 332✓ n = 332
μ per bar
+0.116pp
average Δp · drift
σ per bar
2.408pp
one-bar volatility · logit-free
Per-day movedaily
11.80pp
σ × √24
Per-horizon move0d
5.90pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
latest snapshot
Note: annualised Sharpe/Sortino are omitted — they are not meaningful for a bounded fixed-horizon binary contract that snaps to {0, 1} at resolution.
Annualised metrics are intentionally omitted — they don't apply to bounded probability series that resolve at a fixed date.

§16 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 3.84pp · ES₉₅ 4.85pp · method parametric · drift-correcteddrift +0.116pp/bar · quantised: yes · median step 13.00pp · unique ratio 0.02✓ n = 332
VaR 95%
3.84pp
1.645·σ (parametric) of Δp
ES 95%
4.85pp
mean of the tail
Max drawdown
34.1pp
peak 61.5¢ → trough 40.5¢
Median step
13.00pp
price bucket granularity
Price series is bucketed (cent grid). Empirical quantiles collapse to grid points — parametric N(0, σ²) used instead.
Empirical quantiles unless the price series is bucketed (PM cent grid), in which case parametric N(0, σ²) is used to avoid grid collapse.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%implied probability (%)American odds
underdog (+)favorite (-)your price
Price → implied probability → decimal odds → American moneyline → fractional. Five views of the same number, plus the moneyline curve.

§18 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
Market entropy only — model entropy requires an external q.

§19 · Model-dependent surfaces

§ Edge / Kelly / KL · no model probability provided

External model required

The position-economics, Kelly, KL-divergence, Bayesian and Monte-Carlo surfaces require a model probability q as input — a number independent of the market price p.

The previous build defaulted q to a tape-momentum heuristic derived from p; that produces apparent edge that is structurally guaranteed to be small and is not a useful skill signal. The auto-derived path has been removed.

To explore these surfaces with a hypothetical q, open the interactive simulator and drag the MODEL P(YES) slider. To wire a real model, POST to the NOSTRADAMUS hook (TBD) or pass ?q=… on the simulator URL.

§∞ · Provenance & attestation

Upstream (snapshot)
gamma-api.polymarket.com
Upstream (history)
clob.polymarket.com
YES token ID
48430000479315554028006905759376947309048148070122445606275909476698179451071
NO token ID
29111888804597988805713475866979889011447576995039802957836667750119346905530
Snapshot fetched
2026-06-14 14:57:46 UTC
Snapshot age
5ms
History points
16 CLOB mids
Page rendered
2026-06-14 14:57:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ee907628908a80831aa13d14e8f54d94ff2f7fd09341a801bdc1fac67701ce04 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Counter-Strike: MOUZ vs FUT Esports (BO3) - IEM Cologne Major Stage 3

Market depth

▸ live order book · Polymarket YES
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
+1.000
bid-heavy
Imbalance (top-5)
+1.000
bid-heavy top-of-book

Slippage scenarios

▸ live book walk · Polymarket YES

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/pm-cs2-mouz-fut-2026-06-14-game2/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 332 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5595.48%
σ per bar = 0.042260
Mean return (annualised)
257209.75%
μ per bar = 0.001467
Sharpe (rf=0)
45.97
annualised; risk-free assumed zero
Max drawdown
34.15%
peak 0.61 → trough 0.41 over 34 bars

/api/asset/pm-cs2-mouz-fut-2026-06-14-game2/risk · same metrics, JSON